How to open and convert sqlite database to pandas dataframe

Despite sqlite being part of the Python Standard Library and is a nice and easy interface to SQLite databases, the Pandas tutorial states:

Note In order to use read_sql_table(), you must have the SQLAlchemy
optional dependency installed.

But Pandas still supports sqlite3 access if you want to avoid installing SQLAlchemy:

import sqlite3
import pandas as pd
# Create your connection.
cnx = sqlite3.connect('file.db')

df = pd.read_sql_query("SELECT * FROM table_name", cnx)

As stated here, but you need to know the name of the used table in advance.